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In this study, we propose a novel approach, namely the combined Convolutional Deep Autoencoder Echo State Network (CDAE ESN) model, for the analysis and forecasting of dynamics and low order statistics in coupled turbulent channel porous…

Fluid Dynamics · Physics 2023-12-06 Xu Chu , Sandeep Pandey , Yanchao Liu , Bernhard Weigand

Machine Learning (ML) inspired algorithms provide a flexible set of tools for analyzing and forecasting chaotic dynamical systems. We here analyze the performance of one algorithm for the prediction of extreme events in the two-dimensional…

Machine Learning · Computer Science 2020-02-25 Martin Lellep , Jonathan Prexl , Moritz Linkmann , Bruno Eckhardt

Effective control and prediction of dynamical systems often require appropriate handling of continuous-time and discrete, event-triggered processes. Stochastic hybrid systems (SHSs), common across engineering domains, provide a formalism…

In many practical applications, regression models are employed to uncover relationships between predictors and a response variable, yet the common assumption of constant error variance is frequently violated. This issue is further…

Methodology · Statistics 2025-02-05 Masanari Kimura

Forecasting the dynamics of chaotic systems from the analysis of their output signals is a challenging problem with applications in most fields of modern science. In this work, we use a laser model to compare the performance of several…

Chaotic Dynamics · Physics 2019-11-14 Pablo Amil , Miguel C. Soriano , Cristina Masoller

Multivariate geo-sensory time series prediction is challenging because of the complex spatial and temporal correlation. In urban water distribution systems (WDS), numerous spatial-correlated sensors have been deployed to continuously…

Machine Learning · Computer Science 2020-04-15 Ziqing Ma , Shuming Liu , Guancheng Guo , Xipeng Yu

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Vincenzo Matta , Ali H. Sayed

A common problem in time series analysis is to predict dynamics with only scalar or partial observations of the underlying dynamical system. For data on a smooth compact manifold, Takens theorem proves a time delayed embedding of the…

Machine Learning · Computer Science 2023-04-12 Charles D. Young , Michael D. Graham

A framework for probabilistic forecasting of vessel motion is developed and validated for a semisubmersible operating in long period swell. Bayesian statistical methods are applied to predictions of the heave response from a physics model…

Other Statistics · Statistics 2026-03-30 Ian Milne , Lachlan Astfalck , Matthew Zed , Jack Lee-Kopij , Edward Cripps

We explore the use of Physics Informed Neural Networks to analyse nonlinear Hamiltonian Dynamical Systems with a first integral of motion. In this work, we propose an architecture which combines existing Hamiltonian Neural Network…

Machine Learning · Computer Science 2023-08-09 Vedanta Thapar

In this computational paper, we perform sensitivity analysis of long-time (or ensemble) averages in the chaotic regime using the shadowing algorithm. We introduce automatic differentiation to eliminate the tangent/adjoint equation solvers…

Dynamical Systems · Mathematics 2020-11-18 Nisha Chandramoorthy , Luca Magri , Qiqi Wang

We explore the influence of precision of the data and the algorithm for the simulation of chaotic dynamics by neural networks techniques. For this purpose, we simulate the Lorenz system with different precisions using three different neural…

Neural and Evolutionary Computing · Computer Science 2020-11-09 S. Bompas , B. Georgeot , D. Guéry-Odelin

We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…

Machine Learning · Computer Science 2021-06-02 Alexander Wikner , Jaideep Pathak , Brian R. Hunt , Istvan Szunyogh , Michelle Girvan , Edward Ott

The spatiotemporal dynamics of turbulent flows is chaotic and difficult to predict. This makes the design of accurate and stable reduced-order models challenging. The overarching objective of this paper is to propose a nonlinear…

Fluid Dynamics · Physics 2022-11-23 Alberto Racca , Nguyen Anh Khoa Doan , Luca Magri

In high energy density physics (HEDP) and inertial confinement fusion (ICF), predictive modeling is complicated by uncertainty in parameters that characterize various aspects of the modeled system, such as those characterizing material…

Virtually every organism gathers information about its noisy environment and builds models from that data, mostly using neural networks. Here, we use stochastic thermodynamics to analyse the learning of a classification rule by a neural…

Statistical Mechanics · Physics 2017-01-31 Sebastian Goldt , Udo Seifert

In the light of regularized dynamic time warping kernels, this paper re-considers the concept of time elastic centroid for a setof time series. We derive a new algorithm based on a probabilistic interpretation of kernel alignment matrices.…

Machine Learning · Computer Science 2019-07-12 Pierre-François Marteau

In some Internet of Things (IoT) applications, multi-path propagation is a main constraint of communication channel. Recently, the chaotic baseband wireless communication system (CBWCS) is promising to eliminate the inter-symbol…

Signal Processing · Electrical Eng. & Systems 2022-03-29 Hui-Ping Yin , Chao Bai , Hai-Peng Ren

Echo state networks (ESNs) are a powerful form of reservoir computing that only require training of linear output weights whilst the internal reservoir is formed of fixed randomly connected neurons. With a correctly scaled connectivity…

Machine Learning · Computer Science 2021-08-03 Luca Manneschi , Matthew O. A. Ellis , Guido Gigante , Andrew C. Lin , Paolo Del Giudice , Eleni Vasilaki

Model combination is a powerful approach for achieving superior performance compared to selecting a single model. We study both theoretically and empirically the effectiveness of ensembles of Multi-Frequency Echo State Networks (MFESNs),…

Econometrics · Economics 2026-01-21 Giovanni Ballarin , Lyudmila Grigoryeva , Yui Ching Li